R. Tyrrell Rockafellar - researchr alias

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Viewing Publication 1 - 54 from 54

2024

Generalizations of the proximal method of multipliers in convex optimizationR. Tyrrell Rockafellar. coap, 87(1):219-247, January 2024. [doi]

2023

Preface to Asen L. Dontchev Memorial Special IssueWilliam W. Hager, R. Tyrrell Rockafellar, Vladimir M. Veliov. coap, 86(3):795-800, December 2023. [doi]

Convergence of augmented Lagrangian methods in extensions beyond nonlinear programmingR. Tyrrell Rockafellar. mp, 199(1):375-420, May 2023. [doi]

Generic linear convergence through metric subregularity in a variable-metric extension of the proximal point algorithmR. Tyrrell Rockafellar. coap, 86(3):1327-1346, December 2023. [doi]

Augmented Lagrangians and hidden convexity in sufficient conditions for local optimalityR. Tyrrell Rockafellar. mp, 198(1):159-194, March 2023. [doi]

2021

Sensitivity analysis of maximally monotone inclusions via the proto-differentiability of the resolvent operatorSamir Adly, R. Tyrrell Rockafellar. mp, 189(1):37-54, 2021. [doi]

2020

Solving Lagrangian variational inequalities with applications to stochastic programmingR. Tyrrell Rockafellar, Jie Sun 0001. mp, 181(2):435-451, 2020. [doi]

Minimizing buffered probability of exceedance by progressive hedgingR. Tyrrell Rockafellar, Stan Uryasev. mp, 181(2):453-472, 2020. [doi]

2019

Solving monotone stochastic variational inequalities and complementarity problems by progressive hedgingR. Tyrrell Rockafellar, Jie Sun. mp, 174(1-2):453-471, 2019. [doi]

2018

Superquantile/CVaR risk measures: second-order theoryR. Tyrrell Rockafellar, Johannes O. Royset. anor, 262(1):3-28, 2018. [doi]

2017

Stochastic variational inequalities: single-stage to multistageR. Tyrrell Rockafellar, Roger J.-B. Wets. mp, 165(1):331-360, 2017. [doi]

2015

Measures of Residual Risk with Connections to Regression, Risk Tracking, Surrogate Models, and AmbiguityR. Tyrrell Rockafellar, Johannes O. Royset. siamjo, 25(2):1179-1208, 2015. [doi]

2014

Convex analysis and financial equilibriumAlejandro Jofré, R. Tyrrell Rockafellar, Roger J.-B. Wets. mp, 148(1-2):223-239, 2014. [doi]

Random variables, monotone relations, and convex analysisR. Tyrrell Rockafellar, Johannes O. Royset. mp, 148(1-2):297-331, 2014. [doi]

Calibrating probability distributions with convex-concave-convex functions: application to CDO pricingAlexander Veremyev, Peter Tsyurmasto, Stan Uryasev, R. Tyrrell Rockafellar. cms, 11(4):341-364, 2014. [doi]

2013

An Euler-Newton Continuation Method for Tracking Solution Trajectories of Parametric Variational InequalitiesAsen L. Dontchev, Mikhail Krastanov, R. Tyrrell Rockafellar, Vladimir M. Veliov. siamco, 51(3):1823-1840, 2013. [doi]

Convergence of inexact Newton methods for generalized equationsAsen L. Dontchev, R. Tyrrell Rockafellar. mp, 139(1-2):115-137, 2013. [doi]

2012

Second-Order Subdifferential Calculus with Applications to Tilt Stability in OptimizationBoris S. Mordukhovich, R. Tyrrell Rockafellar. siamjo, 22(3):953-986, 2012. [doi]

2010

Newton s method for generalized equations: a sequential implicit function theoremAsen L. Dontchev, R. Tyrrell Rockafellar. mp, 123(1):139-159, 2010. [doi]

On buffered failure probability in design and optimization of structuresR. Tyrrell Rockafellar, Johannes O. Royset. ress, 95(5):499-510, 2010. [doi]

2009

Robinson s implicit function theorem and its extensionsAsen L. Dontchev, R. Tyrrell Rockafellar. mp, 117(1-2):129-147, 2009. [doi]

2008

Risk Tuning with Generalized Linear RegressionR. Tyrrell Rockafellar, Stan Uryasev, Michael Zabarankin. mor, 33(3):712-729, 2008. [doi]

2006

Generalized deviations in risk analysisR. Tyrrell Rockafellar, Stan Uryasev, Michael Zabarankin. fs, 10(1):51-74, 2006. [doi]

Optimality conditions in portfolio analysis with general deviation measuresR. Tyrrell Rockafellar, Stan Uryasev, Michael Zabarankin. mp, 108(2-3):515-540, 2006. [doi]

2004

Hamilton-Jacobi Theory and Parametric Analysis in Fully Convex Problems of Optimal ControlR. Tyrrell Rockafellar. jgo, 28(3-4):419-431, 2004. [doi]

2003

Sensitivity Analysis of Aggregated Variational Inequality Problems, with Application to Traffic EquilibriaMichael Patriksson, R. Tyrrell Rockafellar. transci, 37(1):56-68, 2003. [doi]

A Property of Piecewise Smooth FunctionsR. Tyrrell Rockafellar. coap, 25(1-3):247-250, 2003. [doi]

2002

A Mathematical Model and Descent Algorithm for Bilevel Traffic ManagementMichael Patriksson, R. Tyrrell Rockafellar. transci, 36(3):271-291, 2002. [doi]

2001

Ample Parameterization of Variational InclusionsAsen L. Dontchev, R. Tyrrell Rockafellar. siamjo, 12(1):170-187, 2001. [doi]

Envelope representations in Hamilton-Jacobi theory for fully convex problems of controlR. Tyrrell Rockafellar, Peter R. Wolenski. cdc 2001: 2768-2771 [doi]

Duality and dynamics in Hamilton-Jacobi theory for fully convex problems of controlR. Tyrrell Rockafellar, Peter R. Wolenski. cdc 2001: 2763-2767 [doi]

2000

Convexity in Hamilton-Jacobi Theory II: Envelope RepresentationsR. Tyrrell Rockafellar, Peter R. Wolenski. siamco, 39(5):1351-1372, 2000. [doi]

Convexity in Hamilton-Jacobi Theory I: Dynamics and DualityR. Tyrrell Rockafellar, Peter R. Wolenski. siamco, 39(5):1323-1350, 2000. [doi]

1999

Duality and optimality in multistagestochastic programmingR. Tyrrell Rockafellar. anor, 85:1-19, 1999. [doi]

1998

Tilt Stability of a Local MinimumR. A. Poliquin, R. Tyrrell Rockafellar. siamjo, 8(2):287-299, 1998. [doi]

Variational AnalysisR. Tyrrell Rockafellar, Roger J.-B. Wets. Volume 317 of Grundlehren der mathematischen Wissenschaften, Springer, 1998. [doi]

1997

Convergence Rates in Forward-Backward SplittingGeorge H.-G. Chen, R. Tyrrell Rockafellar. siamjo, 7(2):421-444, 1997. [doi]

1996

Characterizations of Strong Regularity for Variational Inequalities over Polyhedral Convex SetsAsen L. Dontchev, R. Tyrrell Rockafellar. siamjo, 6(4):1087-1105, 1996. [doi]

Generalized Hessian Properties of Regularized Nonsmooth FunctionsR. A. Poliquin, R. Tyrrell Rockafellar. siamjo, 6(4):1121-1137, 1996. [doi]

1993

Asymptotic Theory for Solutions in Statistical Estimation and Stochastic ProgrammingAlan J. King, R. Tyrrell Rockafellar. mor, 18(1):148-162, 1993. [doi]

Lagrange Multipliers and OptimalityR. Tyrrell Rockafellar. siamrev, 35(2):183-238, 1993. [doi]

Primal-Dual Projected Gradient Algorithms for Extended Linear-Quadratic ProgrammingCiyou Zhu, R. Tyrrell Rockafellar. siamjo, 3(4):751-783, 1993. [doi]

1992

Sensitivity analysis for nonsmooth generalized equationsAlan J. King, R. Tyrrell Rockafellar. mp, 55:193-212, 1992.

1991

Scenarios and Policy Aggregation in Optimization Under UncertaintyR. Tyrrell Rockafellar, Roger J.-B. Wets. mor, 16(1):119-147, 1991. [doi]

1990

Computational Schemes for Large-Scale Problems in Extended Linear-Quadratic ProgrammingR. Tyrrell Rockafellar. mp, 48:447-474, 1990.

1989

Second-Order Optimality Conditions in Nonlinear Programming Obtained by Way of Epi-DerivativesR. Tyrrell Rockafellar. mor, 14(3):462-484, 1989. [doi]

1983

Marginal values and second-order necessary conditions for optimalityR. Tyrrell Rockafellar. mp, 26(3):245-286, 1983. [doi]

1982

Generalized Subgradients in Mathematical ProgrammingR. Tyrrell Rockafellar. ismp 1983: 368-390 [doi]

1981

Proximal Subgradients, Marginal Values, and Augmented Lagrangians in Nonconvex OptimizationR. Tyrrell Rockafellar. mor, 6(3):424-436, 1981. [doi]

1979

The Generic Nature of Optimality Conditions in Nonlinear ProgrammingJonathan E. Spingarn, R. Tyrrell Rockafellar. mor, 4(4):425-430, 1979. [doi]

1976

Augmented Lagrangians and Applications of the Proximal Point Algorithm in Convex ProgrammingR. Tyrrell Rockafellar. mor, 1(2):97-116, 1976. [doi]

1973

A dual approach to solving nonlinear programming problems by unconstrained optimizationR. Tyrrell Rockafellar. mp, 5(1):354-373, 1973. [doi]

Penalty Methods and Augmented Lagrangians in Nonlinear ProgrammingR. Tyrrell Rockafellar. ifip7 1973: 418-425

1970

Convex AnalysisR. Tyrrell Rockafellar. Princeton Landmarks in Mathematics and Physics, Princeton University Press, 1970. [doi]

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